Morgan Stanley Call 110 LYB 20.12.2024
/ DE000ME9GZ97
Morgan Stanley Call 110 LYB 20.12.../ DE000ME9GZ97 /
2024-06-21 6:22:00 PM |
Chg.-0.030 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.320EUR |
-8.57% |
- Bid Size: - |
- Ask Size: - |
LyondellBasell Indus... |
110.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
ME9GZ9 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
LyondellBasell Industries NV |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
110.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-03-01 |
Last trading day: |
2024-12-20 |
Ratio: |
5:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
46.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.22 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.20 |
Parity: |
-2.98 |
Time value: |
0.38 |
Break-even: |
104.78 |
Moneyness: |
0.86 |
Premium: |
0.19 |
Premium p.a.: |
0.42 |
Spread abs.: |
0.04 |
Spread %: |
11.76% |
Delta: |
0.23 |
Theta: |
-0.01 |
Omega: |
10.86 |
Rho: |
0.09 |
Quote data
Open: |
0.330 |
High: |
0.330 |
Low: |
0.320 |
Previous Close: |
0.350 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+14.29% |
1 Month |
|
|
-25.58% |
3 Months |
|
|
-67.68% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.350 |
0.280 |
1M High / 1M Low: |
0.480 |
0.280 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.322 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.364 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
162.17% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |